相关论文: Quadratic optimal functional quantization of stoch…

A fast simulation algorithm for the calculation of multitime correlation functions of open quantum systems is presented. It is demonstrated that any stochastic process which ``unravels'' the quantum Master equation can be used for the…

We address the problem of scheduling water resources in a power system via approximate dynamic programming.To this goal, we model a finite horizon economic dispatch problemwith convex stage cost and affine dynamics, and consider aquadratic…

We consider approximation or recovery of functions based on a finite number of function evaluations. This is a well-studied problem in optimal recovery, machine learning, and numerical analysis in general, but many fundamental insights were…

Gaussian process modeling is a standard tool for building emulators for computer experiments, which are usually used to study deterministic functions, for example, a solution to a given system of partial differential equations. This work…

Many of the envisioned use-cases for quantum computers involve optimisation processes. While there are many algorithmic primitives to perform the required calculations, all eventually lead to quantum gates operating on quantum bits, with an…

Quantum computing can provide speedups in solving many problems as the evolution of a quantum system is described by a unitary operator in an exponentially large Hilbert space. Such unitary operators change the phase of their eigenstates…

Utilitarian algorithm configuration identifies a parameter setting for a given algorithm that maximizes a user's utility. Utility functions offer a theoretically well-grounded approach to optimizing decision-making under uncertainty and are…

This article introduces a functional method for lower-dimensional smooth representations in terms of time-varying dissimilarities. The method incorporates dissimilarity representation in multidimensional scaling and smoothness approach of…

We consider the problem of sketching set valuation functions, defined as the expectation of a valuation function applied to independent random item values. For valuation functions that are monotone and either subadditive or submodular, and…

We construct a pathwise calculus for functionals of integer-valued measures and use it to derive an martingale representation formula with respect to a large class of integer-valued random measures. Using these results, we extend the…

A novel class of hybrid quantum-classical algorithms based on the variational approach have recently emerged from separate proposals addressing, for example, quantum chemistry and combinatorial problems. These algorithms provide an…

Sharp asymptotic lower bounds of the expected quadratic variation of discretization error in stochastic integration are given. The theory relies on inequalities for the kurtosis and skewness of a general random variable which are themselves…

In their activity, the traders approximate the rate of return by integer multiples of a minimal one. Therefore, it can be regarded as a quantized variable. On the other hand, there is the impossibility of observing the rate of return and…

In the foreseeable future, toolchains for quantum computing should offer automatic means of transforming a high level problem formulation down to a hardware executable form. Thereby, it is crucial to find (multiple) transformation paths…

This paper shows a novel way of simulating a Markov process by a quantum computer. The main purpose of the paper is to show a particular application of quantum computing in the field of stochastic processes analysis. Using a Quantum…

A widely used heuristic for solving stochastic optimization problems is to use a deterministic rolling horizon procedure, which has been modified to handle uncertainty (e.g. buffer stocks, schedule slack). This approach has been criticized…

A novel algorithm for the computation of the quadratic numerical range is presented and exemplified yielding much better results in less time compared to the random vector sampling method. Furthermore, a bound on the probability for the…

Here we discuss a regularized version of the factorization method for positive operators acting on a Hilbert Space. The factorization method is a qualitative reconstruction method that has been used to solve many inverse shape problems. In…

This paper addresses the problem of optimizing partition functions in a stochastic learning setting. We propose a stochastic variant of the bound majorization algorithm that relies on upper-bounding the partition function with a quadratic…

We introduce techniques to analyze unitary operations in terms of quadratic form expansions, a form similar to a sum over paths in the computational basis when the phase contributed by each path is described by a quadratic form over…